+60.2%
KNX vs WSM
+12.7%
+47.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -2.0% |
| 7D | -5.6% | -0.5% | -5.1% | -5.4% |
| 30D | -4.4% | -7.7% | +3.3% | -1.3% |
| 3M | -17.3% | +3.8% | -21.1% | -19.0% |
| 6M | +22.6% | +22.7% | 0.0% | +10.8% |
| YTD | +31.1% | +28.0% | +3.1% | +18.5% |
| 1Y | +60.2% | +12.7% | +47.5% | +47.1% |
| All | +60.2% | +12.7% | +47.5% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling